If the app you found (in the marketplace of another country; they are all separate) is not available in the marketplace that matches the Live ID that you entered as the primary Live ID on your phone, you cannot download and install the app. It is just not available for you.
Things you could try:
Ask the publisher of the app to do the work needed to get the app published in "your" marketplace as well. This could be as easy for the publisher as editing details of the app in App Hub and checking the right country box for your market, or it could take a lot of code updates and translation of text. This depends on the app, the publisher and your market.
Create a new Live ID in the marketplace where this app is available and use this on your phone. This is not something I recommend, as you cannot change the primary Live ID of a Windows Phone before doing a factory reset, so you would loose all your data and settings to be able to do this. Also, this might mean apps you are using now might not be available in the new "dummy" marketplace you chose the adopt.
So basically the first option is your only real option.
I myself am still waiting for Amazon to also publish their Kindle app to the Dutch marketplace, but I do not see that happening soon... :-/